Multivariate outlier detection and robust covariance matrix estimation

Technometrics

Volumn 43, Issue 3, 2001, Pages 286-310

  Pena D ^a   Prieto, F J ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Kurtosis; Linear projection; Multivariate statistics

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; ESTIMATION; GLOBAL OPTIMIZATION; PRINCIPAL COMPONENT ANALYSIS; STATISTICS;

COVARIANCE MATRIX; KURTOSIS COEFFICIENT; MULTIVARIATE OUTLIER DETECTION;

MATRIX ALGEBRA;

EID: 0035418979     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/004017001316975899     Document Type: Article

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